Dynamic portfolio allocation: criptocurrency indeX

Bianco, Francesco (A.A. 2018/2019) Dynamic portfolio allocation: criptocurrency indeX. Tesi di Laurea in Econometric theory, Luiss Guido Carli, relatore Paolo Santucci de Magistris, pp. 120. [Master's Degree Thesis]

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Blockchain. Overview and definitions. Dataset. Cryptocurrency index (CriX). Dynamic index construction. Dynamic portfolio allocation: Markowitz approach. Exponential weighted scheme (EWMA).


Bibliografia: p. 105.

Thesis Type: Master's Degree Thesis
Institution: Luiss Guido Carli
Degree Program: Master's Degree Programs > Master's Degree Program in Economics and Finance (LM-56)
Chair: Econometric theory
Thesis Supervisor: Santucci de Magistris, Paolo
Thesis Co-Supervisor: Proietti, Tommaso
Academic Year: 2018/2019
Session: Extraordinary
Deposited by: Alessandro Perfetti
Date Deposited: 21 Sep 2020 10:52
Last Modified: 21 Sep 2020 10:52
URI: https://tesi.luiss.it/id/eprint/27165


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